Credit Risk Modelling Opportunity
- Recruiter
- BCT Resourcing
- Location
- City of London, London
- Salary
- £30,000 - £65,000 per annum
- Posted
- 05 Jan 2017
- Closes
- 02 Feb 2017
- Ref
- 1356643
- Contract Type
- Permanent
- Hours
- Full Time
Position: Credit Risk Modelling
Location: London
Salary: £30000 - £65000 per annum
Job type: Full time
Our company client is a leading organisation who are currently seeking to recruit a dynamic and innovative Credit Risk Modelling for their vibrant team based in London. This is an exciting opportunity for career progression.
Essential Job Duties:
- Support the scorecard and Basel model methodology development
- Support the advancement of Group Model Risk Framework and Policy
- Develop in house scorecards and improve solutions for PD/LGD estimates where vendors are engaged
- Use SAS to construct databases, perform statistical analysis and build predictive models
- Developemt of PD, LGD, EAD models
Background and competencies required:
- Degree is Quantitative field
- Technical understanding and experience of Basel IRB models
- Strong SAS programming and data handling skills
- Working knowledge in statistical analysis , credit scorecards and Basel modeling
If you are interested in hearing more about this opportunity, please don't hesitate to send your CV and APPLY NOW.
Location: London
Salary: £30000 - £65000 per annum
Job type: Full time
Our company client is a leading organisation who are currently seeking to recruit a dynamic and innovative Credit Risk Modelling for their vibrant team based in London. This is an exciting opportunity for career progression.
Essential Job Duties:
- Support the scorecard and Basel model methodology development
- Support the advancement of Group Model Risk Framework and Policy
- Develop in house scorecards and improve solutions for PD/LGD estimates where vendors are engaged
- Use SAS to construct databases, perform statistical analysis and build predictive models
- Developemt of PD, LGD, EAD models
Background and competencies required:
- Degree is Quantitative field
- Technical understanding and experience of Basel IRB models
- Strong SAS programming and data handling skills
- Working knowledge in statistical analysis , credit scorecards and Basel modeling
If you are interested in hearing more about this opportunity, please don't hesitate to send your CV and APPLY NOW.